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QLVD vs. LKOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QLVD vs. LKOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) and FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund (LKOR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QLVD achieves a 2.66% return, which is significantly higher than LKOR's 0.74% return.


QLVD

1D
-0.68%
1M
-0.67%
YTD
2.66%
6M
4.87%
1Y
7.04%
3Y*
11.60%
5Y*
5.83%
10Y*

LKOR

1D
-0.36%
1M
1.51%
YTD
0.74%
6M
-0.19%
1Y
7.57%
3Y*
4.72%
5Y*
-1.59%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QLVD vs. LKOR - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QLVD
FlexShares Developed Markets ex-US Quality Low Volatility Index Fund
2.66%24.21%4.67%11.57%-12.09%9.04%3.00%6.35%
LKOR
FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund
0.74%7.04%-1.02%11.64%-25.55%-1.51%16.00%7.52%

Correlation

The correlation between QLVD and LKOR is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2019

0.30

The correlation between QLVD and LKOR shifts across timeframes, from 0.30 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QLVD vs. LKOR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QLVD
QLVD Risk / Return Rank: 2020
Overall Rank
QLVD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
QLVD Sortino Ratio Rank: 1919
Sortino Ratio Rank
QLVD Omega Ratio Rank: 1919
Omega Ratio Rank
QLVD Calmar Ratio Rank: 2020
Calmar Ratio Rank
QLVD Martin Ratio Rank: 2121
Martin Ratio Rank

LKOR
LKOR Risk / Return Rank: 2626
Overall Rank
LKOR Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
LKOR Sortino Ratio Rank: 2525
Sortino Ratio Rank
LKOR Omega Ratio Rank: 2424
Omega Ratio Rank
LKOR Calmar Ratio Rank: 2929
Calmar Ratio Rank
LKOR Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QLVD vs. LKOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) and FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund (LKOR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


QLVDLKORDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.12

1.17

-0.04

Calmar ratioReturn relative to maximum drawdown

0.87

1.41

-0.54

Martin ratioReturn relative to average drawdown

2.58

3.43

-0.85

QLVD vs. LKOR - Sharpe Ratio Comparison

The current QLVD Sharpe Ratio is 0.67, which is comparable to the LKOR Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of QLVD and LKOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QLVDLKORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.95

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

-0.12

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.25

+0.23

Drawdowns

QLVD vs. LKOR - Drawdown Comparison

The maximum QLVD drawdown since its inception was -28.20%, smaller than the maximum LKOR drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for QLVD and LKOR.


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Drawdown Indicators


QLVDLKORDifference

Max Drawdown

Largest peak-to-trough decline

-28.20%

-34.78%

+6.58%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-5.39%

-2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-9.24%

-12.74%

+3.50%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

-34.78%

+10.79%

Max Drawdown (10Y)

Largest decline over 10 years

-34.78%

Current Drawdown

Current decline from peak

-6.19%

-13.63%

+7.44%

Average Drawdown

Average peak-to-trough decline

-5.24%

-10.36%

+5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.21%

+0.53%

Volatility

QLVD vs. LKOR - Volatility Comparison

FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) has a higher volatility of 3.02% compared to FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund (LKOR) at 2.41%. This indicates that QLVD's price experiences larger fluctuations and is considered to be riskier than LKOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLVDLKORDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

2.41%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

5.76%

+2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

10.52%

8.00%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.73%

12.90%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.97%

13.22%

+0.75%

QLVD vs. LKOR - Expense Ratio Comparison

QLVD has a 0.32% expense ratio, which is higher than LKOR's 0.22% expense ratio.


Dividends

QLVD vs. LKOR - Dividend Comparison

QLVD's dividend yield for the trailing twelve months is around 2.78%, less than LKOR's 5.72% yield.


PositionTTM20252024202320222021202020192018201720162015
LKOR
FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund
5.72%5.57%5.52%4.90%4.71%4.73%6.56%3.71%4.21%3.77%5.53%1.22%
QLVD
FlexShares Developed Markets ex-US Quality Low Volatility Index Fund
2.78%2.87%3.01%3.33%2.47%3.06%1.78%1.06%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QLVD and LKOR have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QLVD has higher volatility (3.02%) compared to LKOR (2.41%). In terms of maximum drawdown, QLVD dropped -28.20% vs LKOR's -34.78%.

On 5-year performance, QLVD leads with 5.83% vs -1.59% for LKOR. On fees, LKOR is cheaper at 0.22% per year. On volatility, LKOR has been the lower-risk option at 2.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QLVD has performed better with a 5.83% return vs -1.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LKOR is cheaper with a 0.22% expense ratio, compared with 0.32% for QLVD.

LKOR has the higher dividend yield at 5.72%, compared with 2.78% for QLVD.

QLVD is categorized as Volatility Hedged Equity, while LKOR is Corporate Bonds. QLVD tracks Northern Trust Developed Markets ex US Quality Low Volatility Index, while LKOR tracks Northern Trust US Long Corporate Bond Quality Value Index. Their fees differ too: 0.32% for QLVD and 0.22% for LKOR.

LKOR currently has the higher Sharpe Ratio (0.95 vs 0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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